market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 2.98% 0.35 CHF 0.36 CHF 60,000 60,000 60,000 60,000 19,855 CHF 20,455 CHF 100.00% 100.00%
12/07/2024 2.94% 0.33 CHF 0.34 CHF 60,000 60,000 60,000 60,000 20,089 CHF 20,689 CHF 100.00% 100.00%
11/07/2024 2.98% 0.34 CHF 0.35 CHF 60,000 60,000 59,953 59,953 19,895 CHF 20,495 CHF 100.00% 100.00%
10/07/2024 2.75% 0.35 CHF 0.36 CHF 60,000 60,000 60,202 60,202 21,587 CHF 22,189 CHF 100.00% 100.00%
09/07/2024 2.70% 0.37 CHF 0.38 CHF 60,000 60,000 60,501 60,501 22,124 CHF 22,729 CHF 100.00% 100.00%
08/07/2024 2.81% 0.37 CHF 0.38 CHF 60,000 60,000 60,214 60,214 21,183 CHF 21,785 CHF 100.00% 100.00%
05/07/2024 2.67% 0.39 CHF 0.40 CHF 60,000 60,000 60,344 60,344 22,313 CHF 22,917 CHF 100.00% 100.00%
04/07/2024 2.75% 0.35 CHF 0.36 CHF 60,000 60,000 60,000 60,000 21,512 CHF 22,112 CHF 100.00% 100.00%
03/07/2024 2.57% 0.39 CHF 0.40 CHF 60,000 60,000 61,917 61,917 23,809 CHF 24,429 CHF 100.00% 100.00%
02/07/2024 2.37% 0.42 CHF 0.43 CHF 65,000 65,000 65,000 65,000 27,064 CHF 27,714 CHF 100.00% 100.00%

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